Hi, Can you tell me what this 4 inch flying insect is? They come around in...
That looks like a cicada killer wasp. They are solitary wasps, and do not build large colonies or hives. They next in the ground, preferably in sandier soil. You may see the female carrying a large cicada, which she will drag underground and lay an egg upon.
They don't defend their nests, and rarely sting unless someone tries to pick them up. I'd be inclined to leave it alone.
You can control it by puffing some Sevin Garden Dust down the nesting holes. If there are a lot of holes, you can flood the area by using a hose-end sprayer to apply either Sevin or permethrin.